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Trade: MASK/USDT/120/JMA/VWMA/3383

Strategy
MASK/USDT/120/JMA/VWMA/3383
Pair
MASK_USDT
Interval
2h
Score
483104
Daily Profit
0.332118
Profit Factor
1.615305
Profitability
55.675676
Streak
13.577885
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-25 12:52
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525825.8621 350470.9707 175354.8914 605824.0016 73789.7717 532034.2298
Total P&L (%) 525.8259 350.471 175.3549 605.824 73.7898 532.0342
Avg Daily Profit (%) 0.3321 0.2214 0.1108 0.1235 0.0349 0.1165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125509 -140778 -65659 -1759774 -1930290 -1389395
Profit Factor 1.6153 1.8129 1.4141 1.0693 1.0162 1.1267
Total Trades 185 92 93 185 92 93
Winning Trades 103 48 55 103 48 55
Losing Trades 82 44 38 82 44 38
Profitability (%) 55.6757 52.1739 59.1398 55.6757 52.1739 59.1398
Ratio Avg Win / Avg Loss 1.286 1.6618 0.977 0.8513 0.9315 0.7785
Largest Winning Trade 123863 123863 46597 552268 513520 552268
Largest Losing Trade -65659 -46852 -65659 -1389395 -857089 -1389395
Avg Bars in Trades 98 121 77 98 121 77
Avg Bars in Winners 79 97 63 79 97 63
Avg Bars in Losers 123 146 96 123 146 96
Bars Traded 18296 11133 7162 18296 11133 7162
Profit Streak 13.5779 0 14.0779 13.5779 0 14.0779
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483104 403782 -44542 -171410 -350629 -118333

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758793929251,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            525825.8620811707,
            350470.9706813619,
            175354.8913998085,
            605824.0015549938,
            73789.7717367914,
            532034.229818204
        ],
        [
            525.825862,
            350.470971,
            175.354891,
            605.824002,
            73.789772,
            532.03423
        ],
        [
            0.332118,
            0.221362,
            0.110756,
            0.123506,
            0.034914,
            0.116523
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125509,
            -140778,
            -65659,
            -1759774,
            -1930290,
            -1389395
        ],
        [
            1.615305,
            1.812907,
            1.414115,
            1.069266,
            1.016223,
            1.126738
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            55.675676,
            52.173913,
            59.139785,
            55.675676,
            52.173913,
            59.139785
        ],
        [
            1.285971,
            1.661831,
            0.977025,
            0.85126,
            0.931538,
            0.778474
        ],
        [
            123863,
            123863,
            46597,
            552268,
            513520,
            552268
        ],
        [
            -65659,
            -46852,
            -65659,
            -1389395,
            -857089,
            -1389395
        ],
        [
            98,
            121,
            77,
            98,
            121,
            77
        ],
        [
            79,
            97,
            63,
            79,
            97,
            63
        ],
        [
            123,
            146,
            96,
            123,
            146,
            96
        ],
        [
            18296,
            11133,
            7162,
            18296,
            11133,
            7162
        ],
        [
            13.577885,
            0,
            14.077885,
            13.577885,
            0,
            14.077885
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483104,
            403782,
            -44542,
            -171410,
            -350629,
            -118333
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758793929251,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)